Highly efficient weighted for autoregression wilcoxon estimes for autoregression

DOI10.1080/02331880108802724zbMath1055.62099OpenAlexW2082455365MaRDI QIDQ2716940

Joseph W. McKean, Jeffrey T. Terpstra, Joshua D. Naranjo

Publication date: 23 August 2001

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880108802724

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items (6)

Rank-Based Analysis of Linear Models and Beyond: A Review ⋮ Generalized Rank-Based Estimates for Linear Models with Cluster Correlated Data ⋮ On the Asymptotic Distribution of a Weighted Least Absolute Deviation Estimate for a Bifurcating Autoregressive Process ⋮ The median estimate of the autoregressive location parameter ⋮ Studentized autoregressive time series residuals ⋮ Weighted L₁-estimates for the First-order Bifurcating Autoregressive Model

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